ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 14-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
119-225 |
119-185 |
-0-040 |
-0.1% |
120-040 |
High |
119-245 |
119-280 |
0-035 |
0.1% |
120-100 |
Low |
119-080 |
119-170 |
0-090 |
0.2% |
119-155 |
Close |
119-165 |
119-240 |
0-075 |
0.2% |
119-295 |
Range |
0-165 |
0-110 |
-0-055 |
-33.3% |
0-265 |
ATR |
0-162 |
0-159 |
-0-003 |
-2.1% |
0-000 |
Volume |
20,285 |
6,303 |
-13,982 |
-68.9% |
197,563 |
|
Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-240 |
120-190 |
119-300 |
|
R3 |
120-130 |
120-080 |
119-270 |
|
R2 |
120-020 |
120-020 |
119-260 |
|
R1 |
119-290 |
119-290 |
119-250 |
119-315 |
PP |
119-230 |
119-230 |
119-230 |
119-243 |
S1 |
119-180 |
119-180 |
119-230 |
119-205 |
S2 |
119-120 |
119-120 |
119-220 |
|
S3 |
119-010 |
119-070 |
119-210 |
|
S4 |
118-220 |
118-280 |
119-180 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-125 |
121-315 |
120-121 |
|
R3 |
121-180 |
121-050 |
120-048 |
|
R2 |
120-235 |
120-235 |
120-024 |
|
R1 |
120-105 |
120-105 |
119-319 |
120-038 |
PP |
119-290 |
119-290 |
119-290 |
119-256 |
S1 |
119-160 |
119-160 |
119-271 |
119-093 |
S2 |
119-025 |
119-025 |
119-246 |
|
S3 |
118-080 |
118-215 |
119-222 |
|
S4 |
117-135 |
117-270 |
119-149 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-085 |
119-080 |
1-005 |
0.8% |
0-117 |
0.3% |
49% |
False |
False |
13,389 |
10 |
120-180 |
119-080 |
1-100 |
1.1% |
0-144 |
0.4% |
38% |
False |
False |
37,437 |
20 |
121-125 |
118-105 |
3-020 |
2.6% |
0-171 |
0.4% |
46% |
False |
False |
1,205,485 |
40 |
121-125 |
118-105 |
3-020 |
2.6% |
0-142 |
0.4% |
46% |
False |
False |
1,278,942 |
60 |
121-125 |
118-105 |
3-020 |
2.6% |
0-141 |
0.4% |
46% |
False |
False |
1,326,138 |
80 |
121-125 |
118-105 |
3-020 |
2.6% |
0-144 |
0.4% |
46% |
False |
False |
1,373,306 |
100 |
122-020 |
118-105 |
3-235 |
3.1% |
0-155 |
0.4% |
38% |
False |
False |
1,105,753 |
120 |
123-240 |
118-105 |
5-135 |
4.5% |
0-146 |
0.4% |
26% |
False |
False |
921,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-107 |
2.618 |
120-248 |
1.618 |
120-138 |
1.000 |
120-070 |
0.618 |
120-028 |
HIGH |
119-280 |
0.618 |
119-238 |
0.500 |
119-225 |
0.382 |
119-212 |
LOW |
119-170 |
0.618 |
119-102 |
1.000 |
119-060 |
1.618 |
118-312 |
2.618 |
118-202 |
4.250 |
118-023 |
|
|
Fisher Pivots for day following 14-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
119-235 |
119-220 |
PP |
119-230 |
119-200 |
S1 |
119-225 |
119-180 |
|